-100.0%
DFNS vs MNST
+146.4%
-246.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.5% | -5.1% |
| 7D | -6.0% | +1.6% | -7.6% | -5.6% |
| 30D | -71.2% | +5.1% | -76.3% | -70.8% |
| 3M | -94.5% | -0.5% | -94.1% | -94.5% |
| 6M | -96.5% | +8.1% | -104.7% | -96.4% |
| YTD | -99.6% | +21.2% | -120.8% | -99.6% |
| 1Y | -99.7% | +30.7% | -130.4% | -99.7% |
| 3Y | -100.0% | +67.3% | -167.3% | -100.0% |
| 5Y | -100.0% | +101.9% | -201.8% | -100.0% |
| All | -100.0% | +146.4% | -246.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling